SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 200.08 202.83 2.75 1.4% 201.42
High 202.36 203.29 0.93 0.5% 203.29
Low 199.64 201.92 2.28 1.1% 198.94
Close 202.35 203.27 0.92 0.5% 203.27
Range 2.72 1.37 -1.35 -49.6% 4.35
ATR 2.94 2.83 -0.11 -3.8% 0.00
Volume 134,142,203 114,580,000 -19,562,203 -14.6% 492,262,618
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 206.94 206.47 204.02
R3 205.57 205.10 203.65
R2 204.20 204.20 203.52
R1 203.73 203.73 203.40 203.97
PP 202.83 202.83 202.83 202.94
S1 202.36 202.36 203.14 202.60
S2 201.46 201.46 203.02
S3 200.09 200.99 202.89
S4 198.72 199.62 202.52
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 214.88 213.43 205.66
R3 210.53 209.08 204.47
R2 206.18 206.18 204.07
R1 204.73 204.73 203.67 205.46
PP 201.83 201.83 201.83 202.20
S1 200.38 200.38 202.87 201.11
S2 197.48 197.48 202.47
S3 193.13 196.03 202.07
S4 188.78 191.68 200.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 203.29 198.94 4.35 2.1% 1.80 0.9% 100% True False 98,452,523
10 203.29 196.33 6.96 3.4% 2.00 1.0% 100% True False 111,415,832
20 203.29 186.93 16.36 8.0% 2.51 1.2% 100% True False 131,204,736
40 203.94 182.40 21.54 10.6% 3.35 1.6% 97% False False 172,413,253
60 211.45 182.40 29.05 14.3% 2.91 1.4% 72% False False 152,411,652
80 213.18 182.40 30.78 15.1% 2.65 1.3% 68% False False 143,878,268
100 213.34 182.40 30.94 15.2% 2.43 1.2% 67% False False 136,602,815
120 213.78 182.40 31.38 15.4% 2.30 1.1% 67% False False 130,332,465
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 209.11
2.618 206.88
1.618 205.51
1.000 204.66
0.618 204.14
HIGH 203.29
0.618 202.77
0.500 202.61
0.382 202.44
LOW 201.92
0.618 201.07
1.000 200.55
1.618 199.70
2.618 198.33
4.250 196.10
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 203.05 202.55
PP 202.83 201.83
S1 202.61 201.12

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These figures are updated between 7pm and 10pm EST after a trading day.

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